JPGL

Date Range: 201908 to 202508

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0008	0.9498	0.1378	0.2563	0.3172	0.1395	0.0845
t	-0.6617	35.9987	2.0038	3.6875	3.5395	1.4561	1.8782
Pr(>\|t\|)	0.2551	0.0000	0.0244	0.0002	0.0004	0.0749	0.0322
R^2	0.9639

AVWS

Date Range: 202411 to 202508

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0038	1.2964	0.6025	0.4674	-0.3548	0.1988	0.2331
t	-0.4018	3.0206	1.1046	0.7227	-0.2797	0.2679	0.2407
Pr(>\|t\|)	0.3486	0.0072	0.1490	0.2441	0.3930	0.3974	0.4076
R^2	0.9200

Date Range: 201503 to 202508

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0566	0.7555	0.3861	0.0934	0.0147	-0.0764
t	0.9940	61.9757	25.0449	14.4098	2.5135	0.3763	-3.6721
Pr(>\|t\|)	0.1611	0.0000	0.0000	0.0000	0.0066	0.3537	0.0002
R^2	0.9869

Date Range: 201503 to 202508

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0013	1.0881	0.7184	0.3436	0.0496	-0.1015	-0.1436
t	1.3785	45.7257	13.0827	5.2771	0.5733	-1.0427	-3.7745
Pr(>\|t\|)	0.0852	0.0000	0.0000	0.0000	0.2837	0.1496	0.0001
R^2	0.9752

Date Range: 201410 to 202508

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	0.9790	0.1473	0.2967	0.0727	0.2797	-0.1462
t	0.5506	37.3287	2.2804	4.1307	0.8020	2.8574	-3.4466
Pr(>\|t\|)	0.2914	0.0000	0.0121	0.0000	0.2120	0.0025	0.0004
R^2	0.9456

Date Range: 201410 to 202508

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0327	-0.2684	0.0743	-0.1252	-0.2070	0.4526
t	0.7949	37.2380	-3.9304	0.9782	-1.3058	-1.9994	10.0941
Pr(>\|t\|)	0.2141	0.0000	0.0001	0.1649	0.0970	0.0238	0.0000
R^2	0.9344

Date Range: 201502 to 202508

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0004	0.9635	-0.1699	-0.0174	-0.1142	-0.2102	0.4234
t	0.4228	37.5329	-2.8655	-0.2477	-1.2329	-2.0002	10.3558
Pr(>\|t\|)	0.3366	0.0000	0.0024	0.4024	0.1100	0.0238	0.0000
R^2	0.9413

Date Range: 201711 to 202508

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0011	0.8874	-0.0931	0.1838	0.4327	0.2621	-0.0456
t	-0.8591	32.4450	-1.1741	2.7852	4.5127	2.9366	-0.9381
Pr(>\|t\|)	0.1962	0.0000	0.1217	0.0032	0.0000	0.0021	0.1753
R^2	0.9421

Date Range: 201412 to 202508

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0216	0.5100	0.2134	0.2685	0.0461	-0.0481
t	0.6344	35.2514	6.3459	3.0816	2.6743	0.4753	-0.9455
Pr(>\|t\|)	0.2635	0.0000	0.0000	0.0013	0.0042	0.3177	0.1731
R^2	0.9348